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Luigi Sereno

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First Name:Luigi
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Last Name:Sereno
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RePEc Short-ID:pse298
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Affiliation

European Commission-Directorate-General Joint Research Centre Institute for Energy and Transport (JRC-IET)

https://ec.europa.eu/jrc/en/institutes/iet
Petten, The Netherlands

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. E. Agliardi & L. Sereno, 2012. "On the optimal timing of switching from non-renewable to renewable resources: dirty vs clean energy sources and the relative efficiency of generators," Working Papers wp855, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. E. Agliardi & L. Sereno, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet-Brownian uncertainty," Working Papers wp725, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. Elettra Agliardi & Luigi Sereno, 2011. "Environmental Protection, Public Finance Requirements and the Timing of Emission Reductions," Working Paper series 53_11, Rimini Centre for Economic Analysis.
  4. R. Andergassen & L. Sereno, 2010. "The valuation of N-phased investment projects under jump-diffusion processes," Working Papers 697, Dipartimento Scienze Economiche, Universita' di Bologna.
  5. Pennings, H.P.G. & Sereno, L., 2010. "A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties," ERIM Report Series Research in Management ERS-2010-009-STR, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  6. L. Sereno, 2006. "Valuing R & D Investments With A Jump-Diffusion Process," Working Papers 569, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. L. Sereno, 2006. "The Valuation of New Ventures," Working Papers 554, Dipartimento Scienze Economiche, Universita' di Bologna.

Articles

  1. Andergassen, Rainer & Sereno, Luigi, 2016. "Natural disasters, mitigation investment and financial aid," Environment and Development Economics, Cambridge University Press, vol. 21(05), pages 603-625, October.
  2. Rainer Andergassen & Luigi Sereno, 2012. "Valuation of N-stage Investments Under Jump-Diffusion Processes," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 289-313, March.
  3. Agliardi, Elettra & Sereno, Luigi, 2012. "Environmental protection, public finance requirements and the timing of emission reductions," Environment and Development Economics, Cambridge University Press, vol. 17(06), pages 715-739, December.
  4. Pennings, Enrico & Sereno, Luigi, 2011. "Evaluating pharmaceutical R&D under technical and economic uncertainty," European Journal of Operational Research, Elsevier, vol. 212(2), pages 374-385, July.
  5. Agliardi, Elettra & Sereno, Luigi, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet–Brownian uncertainty," Economic Modelling, Elsevier, vol. 28(6), pages 2793-2802.

Chapters

  1. Raffaele Oriani & Luigi Sereno, 2011. "Advanced Valuation Methods: The Real Options Approach," Chapters,in: The Economic Valuation of Patents, chapter 6 Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. E. Agliardi & L. Sereno, 2012. "On the optimal timing of switching from non-renewable to renewable resources: dirty vs clean energy sources and the relative efficiency of generators," Working Papers wp855, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Instefjord, Norvald & Nawosah, Vivekanand & Yang, Pei, 2016. "A contingent claims analysis of optimal investment subsidy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 354-372.

  2. E. Agliardi & L. Sereno, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet-Brownian uncertainty," Working Papers wp725, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Fang, Guochang & Tian, Lixin & Fu, Min & Sun, Mei, 2013. "The impacts of carbon tax on energy intensity and economic growth – A dynamic evolution analysis on the case of China," Applied Energy, Elsevier, vol. 110(C), pages 17-28.
    2. Agliardi, Elettra & Sereno, Luigi, 2012. "Environmental protection, public finance requirements and the timing of emission reductions," Environment and Development Economics, Cambridge University Press, vol. 17(06), pages 715-739, December.
    3. David Roubaud & Alain Lapied & Robert Kast, 2017. "Modelling under ambiguity with two correlated Choquet-Brownian motions," Economics Bulletin, AccessEcon, vol. 37(2), pages 1012-1020.
    4. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
    5. Rossella Agliardi, 2017. "Asymmetric Choquet random walks and ambiguity aversion or seeking," Theory and Decision, Springer, vol. 83(4), pages 591-602, December.
    6. Kast, Robert & Lapied, André & Roubaud, David, 2014. "Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.
    7. Elettra Agliardi & Luigi Sereno, 2013. "On the Optimal Timing of Switching from non-Renewable to Renewable Resources: Dirty vs Clean Energy Sources and the Relative Efficiency of Generators," Working Paper series 11_13, Rimini Centre for Economic Analysis.
    8. Rong Zhou & Kathleen Segerson, 2012. "Are Green Taxes a Good Way to Help Solve State Budget Deficits?," Sustainability, MDPI, Open Access Journal, vol. 4(6), pages 1-25, June.

  3. Elettra Agliardi & Luigi Sereno, 2011. "Environmental Protection, Public Finance Requirements and the Timing of Emission Reductions," Working Paper series 53_11, Rimini Centre for Economic Analysis.

    Cited by:

    1. Enrico Saltari & Giuseppe Travaglini, 2017. "Optimal waste control with abatement capital," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1157-1180, November.
    2. Elettra Agliardi & Luigi Sereno, 2013. "On the Optimal Timing of Switching from non-Renewable to Renewable Resources: Dirty vs Clean Energy Sources and the Relative Efficiency of Generators," Working Paper series 11_13, Rimini Centre for Economic Analysis.
    3. Ohler, Adrienne M., 2014. "Behavior of the firm under rate-of-return regulation with two capital inputs," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 61-69.
    4. Enrico Saltari & Giuseppe Travaglini, 2013. "Optimal Waste Control with Abatement and Productive Capital Stocks," Working Papers 1301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.

  4. Pennings, H.P.G. & Sereno, L., 2010. "A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties," ERIM Report Series Research in Management ERS-2010-009-STR, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Ghosh, Suvankar & Troutt, Marvin D., 2012. "Complex compound option models – Can practitioners truly operationalize them?," European Journal of Operational Research, Elsevier, vol. 222(3), pages 542-552.
    2. Kwee, Z. & van den Bosch, F.A.J. & Volberda, H.W., 2010. "The Influence of Top Management Team’s Corporate Governance Orientation on Strategic Renewal Trajectories," ERIM Report Series Research in Management ERS-2010-032-STR, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

  5. L. Sereno, 2006. "Valuing R & D Investments With A Jump-Diffusion Process," Working Papers 569, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Garcia Fronti, Javier, 2015. "Modelo estocástico para la valuación de una inversión nanomédica
      [Nanomedical Stochastic Investment Valuation]
      ," MPRA Paper 63948, University Library of Munich, Germany.

Articles

  1. Andergassen, Rainer & Sereno, Luigi, 2016. "Natural disasters, mitigation investment and financial aid," Environment and Development Economics, Cambridge University Press, vol. 21(05), pages 603-625, October.

    Cited by:

    1. Li, C. & van Bergeijk, P.A.G., 2016. "Do natural disasters stimulate international trade?," ISS Working Papers - General Series 622, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.

  2. Rainer Andergassen & Luigi Sereno, 2012. "Valuation of N-stage Investments Under Jump-Diffusion Processes," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 289-313, March.

    Cited by:

    1. Marta Biancardi & Giovanni Villani, 2017. "Robust Monte Carlo Method for R&D Real Options Valuation," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 481-498, March.
    2. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.

  3. Agliardi, Elettra & Sereno, Luigi, 2012. "Environmental protection, public finance requirements and the timing of emission reductions," Environment and Development Economics, Cambridge University Press, vol. 17(06), pages 715-739, December.
    See citations under working paper version above.
  4. Pennings, Enrico & Sereno, Luigi, 2011. "Evaluating pharmaceutical R&D under technical and economic uncertainty," European Journal of Operational Research, Elsevier, vol. 212(2), pages 374-385, July.

    Cited by:

    1. Rubel, Olivier, 2013. "Stochastic competitive entries and dynamic pricing," European Journal of Operational Research, Elsevier, vol. 231(2), pages 381-392.
    2. Claude Diebolt & Tapas Mishra & Mamata Parhi, 2015. "A ’Jump’ in the Stochasticity of the Solow-Swan Growth Model," Working Papers of BETA 2015-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    3. Nunes, Cláudia & Pimentel, Rita, 2017. "Analytical solution for an investment problem under uncertainties with shocks," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1054-1063.
    4. Banerjee, Tannista & Siebert, Ralph, 2017. "Dynamic impact of uncertainty on R&D cooperation formation and research performance: Evidence from the bio-pharmaceutical industry," Research Policy, Elsevier, vol. 46(7), pages 1255-1271.
    5. Lukas, Elmar & Mölls, Sascha & Welling, Andreas, 2016. "Venture capital, staged financing and optimal funding policies under uncertainty," European Journal of Operational Research, Elsevier, vol. 250(1), pages 305-313.
    6. Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
    7. Rosella Levaggi & Michele Moretto & Paolo Pertile, 2013. "The dynamics of pharmaceutical regulation and R&D investments," Working Papers 13/2013, University of Verona, Department of Economics.
    8. Jobjörnsson, Sebastian & Forster, Martin & Pertile, Paolo & Burman, Carl-Fredrik, 2016. "Late-stage pharmaceutical R&D and pricing policies under two-stage regulation," Journal of Health Economics, Elsevier, vol. 50(C), pages 298-311.
    9. Charalambides, Marios & Koussis, Nicos, 2018. "A stochastic model with interacting managerial operating options and debt rescheduling," European Journal of Operational Research, Elsevier, vol. 267(1), pages 236-249.
    10. Sara Amoroso & Pietro Moncada-Paternò-Castello & Antonio Vezzani, 2017. "R&D profitability: the role of risk and Knightian uncertainty," Small Business Economics, Springer, vol. 48(2), pages 331-343, February.
    11. Lo Nigro, Giovanna & Morreale, Azzurra & Enea, Gianluca, 2014. "Open innovation: A real option to restore value to the biopharmaceutical R&D," International Journal of Production Economics, Elsevier, vol. 149(C), pages 183-193.
    12. Michi Nishihara, 2017. "Valuation of an R&D project with three types of uncertainty," Discussion Papers in Economics and Business 17-15, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
    13. Cerqueti Roy & Ventura Marco, 2015. "Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 433-456, July.
    14. Billette de Villemeur, Etienne & Versaevel, Bruno, 2017. "One Lab, Two Firms, Many Possibilities: on R&D outsourcing in the biopharmaceutical industry," MPRA Paper 76903, University Library of Munich, Germany.
    15. Morreale, Azzurra & Robba, Serena & Lo Nigro, Giovanna & Roma, Paolo, 2017. "A real options game of alliance timing decisions in biopharmaceutical research and development," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1189-1202.
    16. Suvankar Ghosh & O. Felix Offodile, 2016. "A real options model of phased migration to cellular manufacturing," International Journal of Production Research, Taylor & Francis Journals, vol. 54(3), pages 894-906, February.
    17. Rainer Andergassen & Luigi Sereno, 2012. "Valuation of N-stage Investments Under Jump-Diffusion Processes," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 289-313, March.
    18. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    19. Martzoukos, Spiros H. & Zacharias, Eleftherios, 2013. "Real option games with R&D and learning spillovers," Omega, Elsevier, vol. 41(2), pages 236-249.

  5. Agliardi, Elettra & Sereno, Luigi, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet–Brownian uncertainty," Economic Modelling, Elsevier, vol. 28(6), pages 2793-2802.
    See citations under working paper version above.

Chapters

  1. Raffaele Oriani & Luigi Sereno, 2011. "Advanced Valuation Methods: The Real Options Approach," Chapters,in: The Economic Valuation of Patents, chapter 6 Edward Elgar Publishing.

    Cited by:

    1. Marc Baudry & Béatrice Dumont, 2012. "Valuing patents using renewal data : an inquiry into the feasability of an automated patent scoring method," EconomiX Working Papers 2012-31, University of Paris Nanterre, EconomiX.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (5) 2011-01-30 2011-04-09 2012-01-10 2012-12-22 2013-02-16. Author is listed
  2. NEP-ENV: Environmental Economics (5) 2011-01-30 2011-04-09 2012-01-10 2012-12-22 2013-02-16. Author is listed
  3. NEP-REG: Regulation (5) 2011-01-30 2011-04-09 2012-01-10 2012-12-22 2013-02-16. Author is listed
  4. NEP-INO: Innovation (3) 2006-09-03 2010-04-04 2010-04-17
  5. NEP-RES: Resource Economics (3) 2012-01-10 2012-12-22 2013-02-16
  6. NEP-DGE: Dynamic General Equilibrium (1) 2012-12-22
  7. NEP-ENT: Entrepreneurship (1) 2006-09-03
  8. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-03
  9. NEP-PPM: Project, Program & Portfolio Management (1) 2010-04-04

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